Karush-Kuhn-Tucker optimality conditions for a class of robust optimization problems with an interval-valued objective function
In this article, we study the nonlinear and nonsmooth interval-valued optimization problems in the face of data uncertainty, which are called interval-valued robust optimization problems (IVROPs). We introduce the concept of nondominated solutions for the IVROP. If the interval-valued objective func...
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Veröffentlicht in: | Open mathematics (Warsaw, Poland) Poland), 2020-07, Vol.18 (1), p.781-793 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | In this article, we study the nonlinear and nonsmooth interval-valued optimization problems in the face of data uncertainty, which are called interval-valued robust optimization problems (IVROPs). We introduce the concept of nondominated solutions for the IVROP. If the interval-valued objective function
and constraint functions
are nonsmooth on Banach space
, we establish a nonsmooth and robust Karush-Kuhn-Tucker optimality theorem. |
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ISSN: | 2391-5455 2391-5455 |
DOI: | 10.1515/math-2020-0042 |